ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

On November 14, the International Swaps and Derivatives Association, Inc (“ISDA”), the Global Financial Markets Association (“GFMA”) and the Institute of International Finance (“IIF”) (together “the Associations”) sent a further response to the Basel Committee on Banking Supervision (BCBS) Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures" (June 2013) related to the Definition of Notional Amounts.

Documents (1) for ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

Episode 56: Countdown to Treasury Clearing

With less than nine months to go until the first US Treasury clearing mandates come into force, BlackRock’s Tyler Wellensiek and BNY’s Nate Wuerffel discuss industry progress. Please view this page via Chrome to access the recording.

Response to Eurosystem Consultation on Appia

On April 22, ISDA responded to the Eurosystem consultation on the Appia roadmap. ISDA broadly supports the roadmap and its high level principles, while recommending that the principle on market access and integration should be expanded to explicitly address interoperability...